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To create a complete computing Bayesian framework, a new modeling methodology is needed to build probabilistic models; new inference algorithms are required to automate probabilistic calculus; and new programming languages are sought to implement these models on computers; eventually, new hardware will also be necessary to run these Bayesian programs efficiently. This book describes the current first steps toward the ultimate goal of creating a Bayesian computer. Written by leading researchers, the text focuses on Bayesian programming and requires only basic knowledge of mathematics, making it accessible to non-experts. It presents applications from various areas such as robotics.